+614.6%
MS vs ITOT
+896.7%
-282.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.8% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | -0.3% | 0.0% | -0.3% | -0.2% |
| 3M | +0.3% | +2.0% | -1.7% | -3.1% |
| 6M | +31.3% | +13.0% | +18.3% | +5.9% |
| YTD | +24.7% | +14.0% | +10.7% | -0.6% |
| 1Y | +47.9% | +19.9% | +28.0% | +7.7% |
| 3Y | +178.3% | +75.8% | +102.5% | +2.2% |
| 5Y | +144.9% | +73.8% | +71.0% | -12.3% |
| 10Y | +804.5% | +295.9% | +508.6% | -37.4% |
| All | +614.6% | +896.7% | -282.1% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling